-28.6%
NRG vs IRE
-84.0%
+55.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.8% | +3.2% | -3.0% |
| 7D | +3.9% | +29.0% | -25.2% | +1.5% |
| 30D | -3.0% | +24.2% | -27.2% | -5.7% |
| 3M | -10.9% | -53.2% | +42.2% | -9.7% |
| 6M | -25.3% | -36.0% | +10.8% | -29.6% |
| YTD | -26.8% | -51.0% | +24.2% | -33.0% |
| All | -28.6% | -84.0% | +55.4% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling